5 citations · 5 across the 6 of their papers we have counts for
6 papers
Numerical Analysis of Test Optimality
Philipp Ketz, Adam McCloskey, Jan Scherer
In nonstandard testing environments, researchers often derive ad hoc tests with correct (asymptotic) size, but their optimality properties are typically unknown a priori and diffic…
Uniform Critical Values for Likelihood Ratio Tests in Boundary Problems
Giuseppe Cavaliere, Adam McCloskey, Rasmus S. Pedersen +1
Limit distributions of likelihood ratio statistics are well-known to be discontinuous in the presence of nuisance parameters at the boundary of the parameter space, which lead to s…
Inference for Interval-Identified Parameters Selected from an Estimated Set
Sukjin Han, Adam McCloskey
Interval identification of parameters such as average treatment effects, average partial effects and welfare is particularly common when using observational data and experimental d…
Short and Simple Confidence Intervals when the Directions of Some Effects are Known
Philipp Ketz, Adam McCloskey
We provide adaptive confidence intervals on a parameter of interest in the presence of nuisance parameters when some of the nuisance parameters have known signs. The confidence int…
Hybrid Confidence Intervals for Informative Uniform Asymptotic Inference After Model Selection
Adam McCloskey
I propose a new type of confidence interval for correct asymptotic inference after using data to select a model of interest without assuming any model is correctly specified. This…
Critical Values Robust to P-hacking
Adam McCloskey, Pascal Michaillat
P-hacking is prevalent in reality but absent from classical hypothesis testing theory. As a consequence, significant results are much more common than they are supposed to be when…